A device that allows a person to walk through earth and even solid rock.

Rock Diver is a very striking short story; it describes a day in the life of a very special kind of prospector.

The outcropping sheltered him as he fumbled for the switch at his side. A shrill whine built up in the steel box slung at his belt...Pete clambered up on the granite ledge that pushed up through the frozen ground.

He stood straight against the wind now, not feeling its pressure, the phantom snowflakes swirling through his body. Following the outcropping, he slowly walked into the ground. The top of his helmet bobbed for a second, like a bottle in the water, then sank beneath the surface of the snow.

This idea is described in The Microscopic Giants, a 1936 story by Paul Ernst. In the story, prospectors in Michigan's upper peninsula dig deeper than ever for copper, and find an incredible offshoot of the human race that walks through rocks:

As the faint, luminous spot in the concrete grew larger it also took recognizable form. And the form that appeared in the depths of the stuff was that of a human!

... I can close my eyes and see the thing now; a manlike little figure walking board us through solid concrete. It bent forward as though shouldering a way against a sluggish tide, or a heavy wind; it moved as a deep-sea diver might move in clogging water. But that was all the resistance seemed to offer to it, that sluggish impediment to its forward movement.

Behind it there was a faint swirl of luminosity, like phosphorescent water moving in the trail of a tiny boat... the face was as human as ours...

The explanation given is that this race of humans had lived underground (and in ground) for so long that their bodies adapted to the tremendous pressure by becoming more dense.